Get performance details for gbm fit

gbmt_performance estimates the optimal number of boosting iterations from a model fit by gbmt. The precise method used depends on the method parameter.

Usage

gbmt_performance(gbm_fit_obj, method)

Arguments

gbm_fit_obj

a GBMFit created from an initial call to gbmt.

method

indicate the method used to estimate the optimal number of boosting iterations. method="OOB" computes the out-of-bag estimate and method="test" uses the test (or validation) dataset to compute an out-of-sample estimate. method="cv" extracts the optimal number of iterations using cross-validation if gbmt was called with cv_folds>1.

Value

a GBMTPerformance object, which is a number - the optimal iteration number - with various attributes.